Algunas propiedades de la independencia
condicionada

MIGUEL A. MARMOLEJO L.^*, ANDRÉS F. MUÑOZ-TELLO^*

Universidad del Valle, Departamento de Matemáticas, Cali, Colombia.

Resumen. El objetivo de este artículo es el de establecer algunas propiedades nuevas de la independencia condicionada de una familia de clases de eventos. De una parte, se generalizan algunos de los resultados de Van Putten y Van Schuppen [15], que consideran el caso de una familia con dos elementos, y, de otra parte, se generalizan resultados conocidos sobre familias de clases de eventos independientes. Como aplicación, se dan algunas propiedades de la independencia condicionada de una familia de variables aleatorias.
Palabras Claves: Esperanza condicionada, independencia condicionada.
MSC2010: 60A05, 97K50, 60G99.

Some properties of conditional independence

Abstract. The aim of this paper is to establish some new properties of the conditional independence of a family of classes of events. On the one hand, we generalize some of the results by Van Putten and Van Schuppen [15], who considered the case of families with two elements, and, on the other hand, we generalize known results on independents families of classes of events. As an application, we give some properties of the conditional independence in a family of random variables.
Keywords: Conditional expectation, conditional independence.

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^*Autor para correspondencia: E-mail: mimarmol@univalle.edu.co.
Recibido: 9 de marzo de 2013, Aceptado: 25 de julio de 2013.